Improv: According to David Collings (Silver), Silver and Sapphire's conversation about the slot machine, in Assignment 6, was improvised when the episode was under-running. Joanna Lumley hadn't been told what he was up to; her lines were completely ad-libbed. http://www.kaldorcity.com/people/dcinterview.html
Shrug of God: Hammond has said in interviews that he knows nothing about who and what Sapphire and Steel, their colleagues and their opponents really are beyond what was in the stories.
What Could Have Been: In the originally scripted ending to Assignment 6, Silver would have been sealed in the cafe with the other two. If more episodes had been commissioned, he would have resolved the cliffhanger by building a device to break the three of them out. When it became clear that there would be no Assignment 7, this element of the storyline was removed.